Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$1.62B |
| 2 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$413M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$348M |
| 4 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$292M |
| 5 |
Vanguard Total Bond Market
BND
|
+$247M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$511M |
| 2 |
T-Mobile US
TMUS
|
+$338M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$245M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$239M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$230M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.78% |
| 2 | Technology | 1.71% |
| 3 | Healthcare | 0.83% |
| 4 | Communication Services | 0.73% |
| 5 | Financials | 0.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3851
Reinsurance Group of America
RGA
$16B
| $1.15M | ﹤0.01% |
12,122
-2,020
| -14% | -$182K |
|
3852
Masco
MAS
$15B
| $1.15M | ﹤0.01% |
20,917
-265,540
| -93% | -$14.9M |
|
3853
PUT
WEX
WEX
$6.44B
| $1.15M | ﹤0.01% |
8,300
-11,500
| -58% | -$1.8M |
|
|
CUK
3854
PUT
DELISTED
Carnival PLC
CUK
| $1.15M | ﹤0.01% |
+89,200
| New | +$1.14M |
|
3855
Davis Select Financial ETF
DFNL
$493M
| $1.15M | ﹤0.01% |
+60,497
| New | +$1.18M |
|
|
EMBJ
3856
PUT
Embraer S.A. ADS
EMBJ
$12.7B
| $1.15M | ﹤0.01% |
261,200
+220,600
| +543% | +$1.22M |
|
|
3857
CALL
Masco
MAS
$15B
| $1.15M | ﹤0.01% |
20,900
-17,500
| -46% | -$980K |
|
3858
OraSure Technologies
OSUR
$268M
| $1.15M | ﹤0.01% |
94,589
+60,148
| +175% | +$822K |
|
|
SOHU
3859
CALL
Sohu.com
SOHU
$371M
| $1.15M | ﹤0.01% |
+58,000
| New | +$1.01M |
|
|
DEFA
3860
DELISTED
iShares Adaptive Currency Hedged MSCI EAFE ETF
DEFA
| $1.15M | ﹤0.01% |
43,165
+503
| +1% | +$13.5K |
|
3861
PUT
Canadian Imperial Bank of Commerce
CM
$109B
| $1.15M | ﹤0.01% |
30,800
-4,200
| -12% | -$154K |
|
3862
iShares Global 100 ETF
IOO
$9.41B
| $1.15M | ﹤0.01% |
20,441
+11,049
| +118% | +$623K |
|
3863
iShares Global Healthcare ETF
IXJ
$4.23B
| $1.15M | ﹤0.01% |
+15,995
| New | +$1.15M |
|
|
SNLN
3864
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
| $1.15M | ﹤0.01% |
+73,098
| New | +$1.16M |
|
3865
CALL
Baker Hughes
BKR
$64.3B
| $1.15M | ﹤0.01% |
86,400
-34,300
| -28% | -$525K |
|
|
MLPI
3866
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
| $1.15M | ﹤0.01% |
122,626
+93,520
| +321% | +$996K |
|
|
USFR
3867
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
| $1.15M | ﹤0.01% |
45,717
+37,464
| +454% | +$941K |
|
3868
Allstate
ALL
$66.3B
| $1.15M | ﹤0.01% |
12,184
-79,341
| -87% | -$7.4M |
|
|
SMEZ
3869
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $1.15M | ﹤0.01% |
19,089
-17,820
| -48% | -$1.07M |
|
3870
CALL
Cooper Companies
COO
$15B
| $1.15M | ﹤0.01% |
13,600
-26,800
| -66% | -$2.06M |
|
3871
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$117M
| $1.15M | ﹤0.01% |
41,982
-90,817
| -68% | -$2.49M |
|
3872
Booz Allen Hamilton
BAH
$9.45B
| $1.15M | ﹤0.01% |
13,795
-13,811
| -50% | -$1.13M |
|
3873
Graco
GGG
$13.5B
| $1.15M | ﹤0.01% |
18,649
-37,459
| -67% | -$2.09M |
|
3874
PUT
PennyMac Financial
PFSI
$3.98B
| $1.15M | ﹤0.01% |
19,700
-55,000
| -74% | -$2.73M |
|
|
IDY
3875
DELISTED
Pacific Global International Equity Income ETF
IDY
| $1.15M | ﹤0.01% |
51,084
+1,339
| +3% | +$30.6K |
|
Similar funds
Jane Street's Q3 2020 Portfolio in Review
As of Q3 2020, Jane Street held 8,448 positions worth $166B, up 25% from $133B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $10.9B of net new capital in Q3 2020, opening 1,443 new positions and adding to 2,698 existing holdings. Its largest new stake was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.8% of assets, up from 1.7% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was T-Mobile US, an estimated $338M trimmed.
- Jane Street's largest Q3 2020 buy was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
- Jane Street added most to Amazon in Q3 2020, an estimated $1.62B increase.
- Jane Street's biggest Q3 2020 reduction was T-Mobile US, cutting an estimated $338M.
- Jane Street fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q3 2020, selling an estimated $511M.
- Jane Street's ten largest holdings make up 33% of its $166B portfolio in Q3 2020.
- Jane Street opened 1,443 new positions and closed 1,381 in Q3 2020.
- Jane Street's portfolio value rose 25% quarter-over-quarter to $166B.
Based on Jane Street's 13F filing for Q3 2020, filed 17 Nov 2020.